+63.0%
AME vs ES
+53.3%
+9.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +5.9% | +2.7% | +3.2% | +5.6% |
| 30D | -1.9% | +7.6% | -9.5% | -2.7% |
| 3M | -5.4% | +0.5% | -5.9% | -5.4% |
| 6M | +4.9% | +7.6% | -2.7% | +3.9% |
| YTD | +18.5% | +10.2% | +8.2% | +16.9% |
| 1Y | +25.5% | +1.8% | +23.6% | +24.8% |
| 3Y | +63.0% | +55.4% | +7.6% | +48.5% |
| All | +63.0% | +53.3% | +9.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling